Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-05-11 0.386090 0.425474 0.468895 0.520643 0.581069 0.649935 0.735138
2025-05-18 0.328148 0.376127 0.432219 0.503563 0.593263 0.704247 0.855163
2025-05-25 0.286653 0.337732 0.399992 0.483064 0.593580 0.739578 0.954489
2025-06-01 0.264268 0.318859 0.387880 0.484032 0.618840 0.808537 1.111051
2025-06-08 0.252406 0.311342 0.388459 0.500436 0.665811 0.914114 1.345769
2025-06-15 0.238640 0.299604 0.381619 0.504863 0.695096 0.997475 1.566646
2025-06-22 0.224677 0.286156 0.370769 0.501617 0.711364 1.061946 1.771973
2025-06-29 0.212634 0.274264 0.360818 0.498168 0.726122 1.125661 1.995301
2025-07-06 0.198667 0.258602 0.344021 0.482177 0.717514 1.145293 2.131326
2025-07-13 0.192635 0.253836 0.342800 0.490475 0.751276 1.250522 2.503083
2025-07-20 0.186795 0.248884 0.340784 0.497043 0.782572 1.357325 2.929350
2025-07-27 0.179282 0.240943 0.333509 0.493928 0.795226 1.427447 3.290690
2025-08-03 0.173414 0.235358 0.329868 0.497313 0.822158 1.538880 3.860642
2025-08-10 0.163860 0.223623 0.315644 0.480743 0.807095 1.548832 4.095953
2025-08-17 0.154488 0.211730 0.300491 0.461305 0.783878 1.534506 4.238075
2025-08-24 0.149835 0.206941 0.296638 0.462089 0.803128 1.632940 4.916080
2025-08-31 0.148252 0.206849 0.300467 0.477361 0.855819 1.836346 6.303482
2025-09-07 0.144751 0.203495 0.298552 0.481467 0.884184 1.980888 7.616648
2025-09-14 0.140271 0.198341 0.293231 0.478422 0.895451 2.077698 8.814066
2025-09-21 0.136059 0.193431 0.288047 0.475195 0.905848 2.175801 10.231951
2025-09-28 0.130239 0.185651 0.277453 0.460249 0.885473 2.164855 10.759014
2025-10-05 0.128296 0.184195 0.277942 0.468003 0.923446 2.372793 13.914513
2025-10-12 0.126203 0.182385 0.277676 0.474139 0.958341 2.585919 18.149511